I have a Magnavox 3-disc-changer running through an Altec Lansing 3 inch sub.
It's quite cool how I set it up: The stereo's audio out (which was the speaker cable holes in the rear, like on a pro system) is the headphone jack. It runs through a double-plug into an RCA cable audio splitter (ie. red and white), and then into an RCA-brand 4 button A/V selector. with S-Video support.
From there, it takes the audio out from the selector and runs through an adapter that combines it back into a headphone-type cord. Then it goes through another double-plug cord into the subwoofer. The sub has normal speaker outlets, which are connected to the speakers that came with the Magnavox stereo originally. I did it this way so whatever I plugged into the selector box had stereo sound with bass. PC speakers can make miracles!

Michael: Jodie, how's my schedule look for today?Jodie: You've got a conference and dinner party at the Japanese Embassy regarding wildlife protection.Michael: Oh, yeah...sorry, but I'll have to cancel that. I'm heading out to save America!

I like to have music available anywhere. I use Itunes and Winamp on my PC plugged into the upstairs stereo preamp with a minijack adapter sometimes, but mostly I stream my collection through my 360 downstairs on the TV's 5.1 system. I also keep my current faves on a 512M Ipod Shuffle in my Murse for anytime I've got a few minutes to kill.

I just wanted to inject some sarcasm here: The most important step in listening to music is to have air between your ear/ears and the source of the music. Beyond that you can have a speaker hooked into any audio source. Or you could use an instrument or something.